The Local Power of the Efficient Scores Test Statistic
研究了有效得分统计量的局部功效，发现其通常存在局部偏差，并与似然比和最大似然统计量比较，在球形检验和序列相关检验中分析了性能差异。
The test statistic based on the efficient scores is shown to be locally biased in general. Comparisons of the local powers of this statistic, the likelihood ratio and maximum likelihood statistics reveal no uniform superiority properties. The performance of all three criteria in testing the sphericity hypothesis is examined and conditions which result in equivalence are discussed. A second example on testing for serial correlation suggests that computational simplicity may outweigh any marginal advantage in terms of local power.